+74.9%
USAR vs IOT
+49.4%
+25.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.3% |
| 7D | -2.1% | -2.3% | +0.2% | -2.2% |
| 30D | +2.6% | +3.8% | -1.2% | +2.8% |
| 3M | -35.0% | +14.2% | -49.2% | -34.5% |
| 6M | -6.9% | +40.1% | -47.0% | -4.8% |
| YTD | +48.0% | +13.4% | +34.6% | +49.6% |
| 1Y | +24.8% | +12.2% | +12.6% | +26.8% |
| 3Y | +73.2% | +30.0% | +43.3% | +73.9% |
| All | +74.9% | +49.4% | +25.5% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling